+202.1%
BKNG vs ELF
+317.0%
-114.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | -3.1% |
| 7D | -13.1% | -6.8% | -6.3% | -12.0% |
| 30D | -18.5% | +5.1% | -23.6% | -19.3% |
| 3M | +5.8% | +79.8% | -74.0% | -4.5% |
| 6M | -2.1% | +29.7% | -31.8% | -7.3% |
| YTD | -18.6% | +31.6% | -50.3% | -23.4% |
| 1Y | -21.7% | -27.9% | +6.3% | -20.2% |
| 3Y | +40.9% | -26.4% | +67.3% | +32.1% |
| 5Y | +91.0% | +235.6% | -144.6% | +25.9% |
| All | +202.1% | +317.0% | -114.9% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling